Report NEP-RMG-2010-07-24This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Michael B. Gordy & James Marrone, 2010. "Granularity adjustment for mark-to-market credit risk models," Finance and Economics Discussion Series 2010-37, Board of Governors of the Federal Reserve System (U.S.).
- Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
- Item repec:hal:journl:hal-00409418_v1 is not listed on IDEAS anymore
- Item repec:hal:journl:hal-00417800_v2 is not listed on IDEAS anymore
- Leonard I. Nakamura, 2010. "Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions," Working Papers 10-22, Federal Reserve Bank of Philadelphia.
- Christine M. Cumming & Robert A. Eisenbeis, 2010. "Resolving troubled systemically important cross-border financial institutions: is a new corporate organizational form required?," Staff Reports 457, Federal Reserve Bank of New York.
- Adam Gersl & Petr Jakubík, 2010. "Adverse Feedback Loop in the Bank-Based Financial Systems," Working Papers IES 2010/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2010.
- Suhadolnik, Nicolas & Galimberti, Jaqueson & Da Silva, Sergio, 2010. "Robot traders can prevent extreme events in complex stock markets," MPRA Paper 23923, University Library of Munich, Germany.
- Paresh Kumar Narayan & Xinwei Zheng, 2010. "Asymmetric Information and Market Collapse," Economics Series 2010_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Neil Bhutta & Jane K. Dokko & Hui Shan, 2010. "The depth of negative equity and mortgage default decisions," Finance and Economics Discussion Series 2010-35, Board of Governors of the Federal Reserve System (U.S.).
- Jean-Christophe Domenge & Rémi Rhodes & Vincent Vargas, 2010. "Forecasting volatility in the presence of Leverage Effect," Working Papers hal-00502273, HAL.
- Allen C. Goodman & Brent C. Smith, 2010. "Housing default: theory works and so does policy," Working Paper 10-10, Federal Reserve Bank of Richmond.